ts-arima-forecast/dist/types/index.d.ts

TypeScript library for ARIMA, SARIMA (soon), and SARIMAX (soon) forecasting

export interface ARIMAParams {
    p: number;
    d: number;
    q: number;
}
export interface SARIMAParams extends ARIMAParams {
    P: number;
    D: number;
    Q: number;
    s: number;
}
export interface SARIMAXParams extends SARIMAParams {
    exogenous?: number[][];
}
export interface ForecastResult {
    forecast: number[];
    lowerBound: number[];
    upperBound: number[];
    residuals: number[];
    aic: number;
    bic: number;
    logLikelihood: number;
}
export interface ModelFitResult {
    coefficients: {
        ar?: number[];
        ma?: number[];
        sar?: number[];
        sma?: number[];
        exog?: number[];
    };
    residuals: number[];
    fittedValues: number[];
    aic: number;
    bic: number;
    logLikelihood: number;
    sigma2: number;
}
//# sourceMappingURL=index.d.ts.map